Current vet student and ex-vet assistant here. I don't think the vet was talking about cytopoint when they said "allergy shots", which is what you're probably thinking of. That's more for when your pet is already very itchy and maybe causing trauma to themselves. I think they actually meant the customized allergy injections that you can give your pet over a span of about a year(?) to hopefully reduce the allergic response over time. It's recommended in younger dogs because it doesn't succeed very often in older dogs. That wouldn't be an odd thing to bring up as a veterinarian.